ECBOT 5 Year T-Note Future December 2020

Trading Metrics calculated at close of trading on 12-Aug-2020

Day Change Summary
	Previous	Current
	11-Aug-2020	12-Aug-2020	Change	Change %	Previous Week
Open	126-035	125-288	-0-068	-0.2%	126-090
High	126-052	125-308	-0-065	-0.2%	126-125
Low	125-265	125-245	-0-020	0.0%	126-050
Close	125-265	125-270	0-005	0.0%	126-052
Range	0-108	0-062	-0-045	-41.9%	0-075
ATR	0-047	0-048	0-001	2.3%	0-000
Volume	23,207	25,593	2,386	10.3%	12,311

Daily Pivots for day following 12-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-142	126-108	125-304
R3	126-079	126-046	125-287
R2	126-017	126-017	125-281
R1	125-303	125-303	125-276	125-289
PP	125-274	125-274	125-274	125-267
S1	125-241	125-241	125-264	125-226
S2	125-212	125-212	125-259
S3	125-149	125-178	125-253
S4	125-087	125-116	125-236

Weekly Pivots for week ending 07-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	126-301	126-252	126-094
R3	126-226	126-177	126-073
R2	126-151	126-151	126-066
R1	126-102	126-102	126-059	126-089
PP	126-076	126-076	126-076	126-069
S1	126-027	126-027	126-046	126-014
S2	126-001	126-001	126-039
S3	125-246	125-272	126-032
S4	125-171	125-197	126-011

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-118	125-245	0-192	0.5%	0-064	0.2%	13%	False	True	14,178
10	126-125	125-245	0-200	0.5%	0-055	0.1%	13%	False	True	8,012
20	126-125	125-245	0-200	0.5%	0-044	0.1%	13%	False	True	5,282

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	126-253
2.618	126-151
1.618	126-089
1.000	126-050
0.618	126-026
HIGH	125-308
0.618	125-284
0.500	125-276
0.382	125-269
LOW	125-245
0.618	125-206
1.000	125-182
1.618	125-144
2.618	125-081
4.250	124-299

Fisher Pivots for day following 12-Aug-2020
Pivot	1 day	3 day
R1	125-276	126-006
PP	125-274	125-308
S1	125-272	125-289

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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